Fast calibrations of the forward search for testing multiple outliers in regression

DOI10.1007/S11634-007-0007-YMaRDI QIDQ477987zbMATH OpenOpenAlexFDO

Authors Anthony C. Atkinson, Marco Riani

Publication date 10 December 2014

Published in Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11634-007-0007-y

zbMATH Keywords

order statisticsmultiple outliersbeta-distributed errorsdeletion residualrobust methodstruncated \(t\) distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 3932235 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 638178 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• A comparative analysis of multiple outlier detection procedures in the linear regression model.
• BACON: blocked adaptive computationally efficient outlier nominators.
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Least Median of Squares Regression
• Robust diagnostic regression analysis

Cited in

(14)

• Outlier-free merging of homogeneous groups of pre-classified observations under contamination
• Simple simulations for robust tests of multiple outliers in regression
• Robust analysis of default intensity
• New robust dynamic plots for regression mixture detection
• Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
• Detecting atypical observations in financial data: the forward search for elliptical copulas
• The power of monitoring: how to make the most of a contaminated multivariate sample
• Robust model selection with flexible trimming
• Robust inference in semiparametric spatial-temporal models
• The forward search: theory and data analysis
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
• A diagnostic method for simultaneous feature selection and outlier identification in linear regression
• Density estimation of a unimodal continuous distribution in the presence of outliers
• Analysis of the forward search using some new results for martingales and empirical processes

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Uses Software

• mvBACON

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